+13.9%
MS vs TAP
-13.1%
+26.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.4% | -0.8% |
| 7D | +3.7% | -6.3% | +10.0% | +2.6% |
| 30D | +2.0% | +2.7% | -0.7% | +3.0% |
| 3M | -12.6% | -3.7% | -8.8% | -12.8% |
| 6M | -0.3% | -2.0% | +1.8% | +0.5% |
| YTD | +9.0% | -12.3% | +21.3% | +7.5% |
| 1Y | +13.9% | -10.1% | +23.9% | +12.6% |
| All | +13.9% | -13.1% | +26.9% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded TAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling